Just willing to share..
This is a little tool I've managed to create after a few days of fighting with the awfull Adobe Help :)
So.. the idea is to take a motion from MAx to After Effects without additional renders or tracking.
The workflow can be seen with pretty bad quality here (~30MB QT):
http://www.ntashev.com/_noweb/maxscript/max2afx_low.mov

3. Tricky Part - for faster export isolate only the objects used as motion trackers.

4. Press "Write Data", select filename (*.jsx) and voila.. on to After Effects.

After Effects:

1. Create or Open a project and choose File -> Scripts -> Run Script File

2. Locate the script file (*.jsx), open it and wait for the calculations.

3. Now we have a new composition called "max2afx_...." which contains a single Solid object called... "max2afx"

4. The solid has a Motion Tracker with Tracker Points corresponding to each max object used for tracking

5. Tricky Part: Since AFX can use Motion Trackers only on Footage Items we must copy the Tracker from our "max2afx" solid to the desired Footage (watch out for the first frame of the tracking data, and the frame in which to paste the tracker)

6. With footage selected on the Tracker Controls Panel choose Motion Source to be our footage and the Track Type to whatever serves your needs.

7. For best results (in motion tracking at all) create a new null layer and apply the Tracker data to it (Tracker Controls Panel -> Motion Target -> Edit Target ). Now you can link any object to follow the null and in the same time transform that object anyway you like without affecting the tracked motion.